Plots the cross-validation curve from a cv.grpreg
object, along with
standard error bars.
Arguments
- x
A
cv.grpreg
object.- log.l
Should horizontal axis be on the log scale? Default is TRUE.
- type
What to plot on the vertical axis.
cve
plots the cross-validation error (deviance);rsq
plots an estimate of the fraction of the deviance explained by the model (R-squared);snr
plots an estimate of the signal-to-noise ratio;scale
plots, forfamily="gaussian"
, an estimate of the scale parameter (standard deviation);pred
plots, forfamily="binomial"
, the estimated prediction error;all
produces all of the above.- selected
If
TRUE
(the default), places an axis on top of the plot denoting the number of groups in the model (i.e., that contain a nonzero regression coefficient) at that value oflambda
.- vertical.line
If
TRUE
(the default), draws a vertical line at the value where cross-validaton error is minimized.- col
Controls the color of the dots (CV estimates).
- ...
Other graphical parameters to
plot
Details
Error bars representing approximate +/- 1 SE (68\
plotted along with the estimates at value of lambda
. For rsq
and snr
, these confidence intervals are quite crude, especially near
zero, and will hopefully be improved upon in later versions of
grpreg
.
Examples
# Birthweight data
data(Birthwt)
X <- Birthwt$X
group <- Birthwt$group
# Linear regression
y <- Birthwt$bwt
cvfit <- cv.grpreg(X, y, group)
plot(cvfit)
op <- par(mfrow=c(2,2))
plot(cvfit, type="all")
## Logistic regression
y <- Birthwt$low
cvfit <- cv.grpreg(X, y, group, family="binomial")
par(op)
plot(cvfit)
par(mfrow=c(2,2))
plot(cvfit, type="all")